+318.0%
QQQ vs OTIS
+91.3%
+226.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -0.6% | -3.0% | +2.4% | +0.5% |
| 30D | -1.2% | -6.0% | +4.8% | +0.9% |
| 3M | -0.2% | -0.9% | +0.7% | -0.3% |
| 6M | +17.9% | -17.3% | +35.2% | +25.6% |
| YTD | +16.6% | -19.6% | +36.2% | +25.1% |
| 1Y | +23.0% | -21.0% | +44.0% | +32.5% |
| 3Y | +92.9% | -12.1% | +105.0% | +95.4% |
| 5Y | +95.6% | -17.1% | +112.7% | +95.7% |
| All | +318.0% | +91.3% | +226.7% | +269.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling